Evaluation Formulas for Conditional Function Space Integrals I
From MaRDI portal
Publication:3423701
DOI10.1080/07362990601052185zbMath1115.28015OpenAlexW2034888465MaRDI QIDQ3423701
Jae Gil Choi, Seung Jun Chang, David Skoug
Publication date: 15 February 2007
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990601052185
Brownian motion (60J65) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)
Related Items (7)
Effect of drift of the generalized Brownian motion process: an example for the analytic Feynman integral ⋮ A Cameron-Storvick type theorem on $C_{a,b}^2[0,T$ with applications] ⋮ A Cameron-Storvick theorem for analytic Feynman integrals on product abstract Wiener space and applications ⋮ Some fundamental formulas for an integration on infinite dimensional Hilbert spaces ⋮ Generalized analytic Fourier-Feynman transform of functionals in a Banach algebra \(\mathcal F^{a,b}_{A_{1},A_{2}}\) ⋮ Unnamed Item ⋮ Multiple generalized analytic Fourier-Feynman transform via rotation of Gaussian paths on function space
Cites Work
- Unnamed Item
- Inversion of conditional expectations
- Conditional function space integrals with applications
- Laplace asymptotic expansions of conditional Wiener integrals and generalised Mehler kernel formulae for Hamiltonians on L2(Rn)
- On the Laplace asymptotic expansion of conditional Wiener integrals and the Bender–Wu formula for x2N-anharmonic oscillators
- Evaluation formulas for conditional abstract wiener integrals
- Laplace asymptotic expansions of conditional Wiener integrals and generalized Mehler kernel formulas
- Generalized Fourier-Feynman transforms and a first variation on function space
- Integration by parts formulas involving generalized Fourier-Feynman transforms on function space
This page was built for publication: Evaluation Formulas for Conditional Function Space Integrals I
